-46.0%
TSLL vs TW
+20.8%
-66.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.0% | -7.3% | -5.8% |
| 7D | -9.4% | +6.0% | -15.4% | -6.3% |
| 30D | +1.6% | +18.6% | -17.0% | +11.9% |
| 3M | +29.4% | +26.5% | +2.9% | +48.7% |
| 6M | -20.1% | +13.1% | -33.3% | -11.8% |
| YTD | -44.5% | +18.5% | -63.0% | -38.0% |
| 1Y | -46.0% | +21.7% | -67.7% | -37.1% |
| All | -46.0% | +20.8% | -66.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling